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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
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50
Prognoseverfahren
50
Volatilität
31
Estimation
29
Schätzung
29
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23
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forecasting
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Pierdzioch, Christian
Gupta, Rangan
222
Ma, Feng
102
Bouri, Elie
98
Tiwari, Aviral Kumar
93
Wohar, Mark E.
73
Hammoudeh, Shawkat
68
Xuan Vinh Vo
64
Zaremba, Adam
64
Mensi, Walid
61
Ryu, Doojin
58
Narayan, Paresh Kumar
55
Balcilar, Mehmet
53
Xiong, Xiong
53
Lucey, Brian M.
52
Zhang, Yaojie
52
Demirer, Rıza
51
Apergēs, Nikolaos
50
Kang, Sang Hoon
50
Corbet, Shaen
49
Salisu, Afees A.
49
Shahzad, Syed Jawad Hussain
49
Minford, Patrick
48
Wang, Yudong
48
Gil-Alaña, Luis A.
46
Serletis, Apostolos
46
Liang, Chao
44
Goodell, John W.
43
Bahmani-Oskooee, Mohsen
42
Caporale, Guglielmo Maria
42
Jawadi, Fredj
42
Ji, Qiang
41
Zhang, Wei
41
Roubaud, David
40
Umar, Zaghum
40
Yin, Libo
40
Wei, Yu
38
Wen, Fenghua
38
Hassan, M. Kabir
36
Sensoy, Ahmet
36
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Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
4
Energy economics
2
Journal of financial markets
2
The European journal of finance
2
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1
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1
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1
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1
Journal of the Operational Research Society
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Macroeconomic dynamics
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Research in international business and finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
36
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1
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
4
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
5
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
6
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
7
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
8
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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